Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 0.295836 0.321255 0.348786 0.380984 0.417818 0.458898 0.508536
2025-07-20 0.266890 0.300397 0.338737 0.386374 0.444726 0.514894 0.607280
2025-07-27 0.243450 0.281188 0.326144 0.384628 0.460225 0.556938 0.694083
2025-08-03 0.227256 0.268081 0.318360 0.386371 0.478527 0.603246 0.793023
2025-08-10 0.208730 0.249990 0.302053 0.374546 0.476366 0.620382 0.852510
2025-08-17 0.192528 0.233373 0.285918 0.360820 0.469198 0.628336 0.898112
2025-08-24 0.183270 0.224960 0.279692 0.359700 0.479270 0.662331 0.991246
2025-08-31 0.179179 0.222955 0.281719 0.370053 0.507001 0.727119 1.151490
2025-09-07 0.172401 0.216774 0.277372 0.370480 0.519131 0.767801 1.276961
2025-09-14 0.165635 0.210151 0.271857 0.368509 0.526917 0.801756 1.397464
2025-09-21 0.159483 0.204008 0.266572 0.366326 0.533888 0.834949 1.525355
2025-09-28 0.151898 0.195436 0.257209 0.356968 0.527565 0.842120 1.595203
2025-10-05 0.148624 0.193033 0.257046 0.362624 0.548654 0.907165 1.833349
2025-10-12 0.145325 0.190401 0.256340 0.367274 0.568432 0.973326 2.104637
2025-10-19 0.140723 0.185609 0.252021 0.365495 0.575987 1.014863 2.325167
2025-10-26 0.137236 0.182300 0.249787 0.367038 0.589998 1.073499 2.632809
2025-11-02 0.131192 0.174886 0.240716 0.356047 0.578128 1.069576 2.721126
2025-11-09 0.125140 0.167248 0.230971 0.343297 0.561615 1.052118 2.753236
2025-11-16 0.121978 0.163898 0.227924 0.342251 0.568881 1.094908 3.050857
2025-11-23 0.121222 0.164186 0.230717 0.351857 0.599352 1.203922 3.727044
2025-11-30 0.118660 0.161559 0.228596 0.352252 0.610094 1.262633 4.227173
2025-12-07 0.115814 0.158381 0.225410 0.350423 0.615706 1.308230 4.709771
2025-12-14 0.113087 0.155292 0.222234 0.348397 0.620656 1.353213 5.249894